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S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, April 7th, 2026

1 Day

2.54%

decreased by 13.21%

1 Week

4.60%

decreased by 11.15%

1 Month

11.70%

decreased by 4.05%

Analysis last updated: Monday, April 6, 2026 at 11:04 PM UTC

Date Range:

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graph of S&P GSCI Industrial Metals Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time